+260.6%
DXCM vs TCOM
-9.4%
+270.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.1% |
| 7D | -6.5% | -10.2% | +3.7% | -4.6% |
| 30D | -4.3% | -16.8% | +12.5% | -0.9% |
| 3M | +7.3% | -16.7% | +24.0% | +10.8% |
| 6M | +22.0% | -27.1% | +49.1% | +29.1% |
| YTD | +26.4% | -45.5% | +71.9% | +40.7% |
| 1Y | +7.0% | -45.9% | +52.9% | +19.1% |
| 3Y | -19.6% | +9.8% | -29.4% | -25.0% |
| 5Y | -39.3% | +23.8% | -63.1% | -48.0% |
| All | +260.6% | -9.4% | +270.0% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling